Building a market for credit options

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As part of the ongoing debate over how to improve the nascent credit options market, inter-dealer broker Icap held an informal forum in March to discuss dealers' proposals. Issues under discussion included changing expiry dates, automatic exercise and cash settlement of options, and how to develop the market in single-name and long-dated credit options. "We are trying to be proactive and have identified those issues that were the most important ones to address," says Omar Syed, credit deriva

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